Bulletin of the Korean Mathematical Society (대한수학회보)

Korean Mathematical Society (대한수학회)
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MEAN CONVERGENCE THEOREMS AND WEAK LAWS OF LARGE NUMBERS FOR DOUBLE ARRAYS OF RANDOM ELEMENTS IN BANACH SPACES

  • Dung, Le Van (Faculty of Mathematics Danang University of Education) ;
  • Tien, Nguyen Duy (Faculty of Mathematics National University of Hanoi)
  • Received : 2008.08.08
  • Published : 2010.05.31
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Abstract

For a double array of random elements {$V_{mn};m{\geq}1,\;n{\geq}1$} in a real separable Banach space, some mean convergence theorems and weak laws of large numbers are established. For the mean convergence results, conditions are provided under which $k_{mn}^{-\frac{1}{r}}\sum{{u_m}\atop{i=1}}\sum{{u_n}\atop{i=1}}(V_{ij}-E(V_{ij}|F_{ij})){\rightarrow}0$ in $L_r$ (0 < r < 2). The weak law results provide conditions for $k_{mn}^{-\frac{1}{r}}\sum{{T_m}\atop{i=1}}\sum{{\tau}_n\atop{j=1}}(V_{ij}-E(V_{ij}|F_{ij})){\rightarrow}0$ in probability where {$T_m;m\;{\geq}1$} and {${\tau}_n;n\;{\geq}1$} are sequences of positive integer-valued random variables, {$k_{mn};m{{\geq}}1,\;n{\geq}1$} is an array of positive integers. The sharpness of the results is illustrated by examples.

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References

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